Long answer:
1) Download gag. http://downloads.sourceforge.net/gag/gag_4.9.zip
2) Unzip it.
3) Locate cdrom.iso file.
4) Burn it. (Burning an iso is different than burning usual files. If you are not familiar with this, and you want further details, please tell me, which burning software do you have)?

PS. No problem for your English! Many of us, we are not native English speakers anyway. :-)